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Geert Bekaert : Citation Profile


Are you Geert Bekaert?

Columbia University (90% share)
National Bureau of Economic Research (NBER) (10% share)

46

H index

59

i10 index

9497

Citations

RESEARCH PRODUCTION:

63

Articles

96

Papers

1

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   26 years (1991 - 2017). See details.
   Cites by year: 365
   Journals where Geert Bekaert has often published
   Relations with other researchers
   Recent citing documents: 476.    Total self citations: 109 (1.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe52
   Updated: 2018-02-17    RAS profile: 2018-01-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Hoerova, Marie (6)

Inghelbrecht, Koen (5)

Siegel, Stephan (5)

Harvey, Campbell (3)

Lundblad, Christian (3)

Moreno, Antonio (3)

Mehl, Arnaud (3)

Lo Duca, Marco (2)

Fratzscher, Marcel (2)

Ehrmann, Michael (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Geert Bekaert.

Is cited by:

Guidolin, Massimo (79)

Guesmi, Khaled (72)

Warnock, Francis (68)

Fratzscher, Marcel (65)

Ang, Andrew (65)

Schmukler, Sergio (64)

Sarno, Lucio (62)

Stulz, René (59)

GUESMI, Khaled (56)

Nguyen, Duc Khuong (53)

Prasad, Eswar (45)

Cites to:

Harvey, Campbell (111)

Campbell, John (83)

Hodrick, Robert (54)

Levine, Ross (42)

Ang, Andrew (34)

Bollerslev, Tim (33)

Shiller, Robert (30)

Lundblad, Christian (29)

Reinhart, Carmen (28)

Hansen, Lars (27)

Shleifer, Andrei (27)

Main data


Where Geert Bekaert has published?


Journals with more than one article published# docs
Journal of Finance9
Journal of Financial Economics8
Journal of Monetary Economics6
Review of Financial Studies6
Journal of International Money and Finance4
Journal of Empirical Finance3
Journal of Econometrics2
Journal of International Economics2
Journal of Business & Economic Statistics2
Proceedings2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank5
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)4
2011 Meeting Papers / Society for Economic Dynamics2
Textos para discusso / Department of Economics PUC-Rio (Brazil)2
Working Paper Series, Issues in Financial Regulation / Federal Reserve Bank of Chicago2

Recent works citing Geert Bekaert (2018 and 2017)


YearTitle of citing document
2017Dynamics of Variance Risk Premia, Investors Sentiment and Return Predictability. (2017). Violante, Francesco ; Stentoft, Lars. In: CREATES Research Papers. RePEc:aah:create:2017-10.

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2017Working Paper 291 - Regional Financial Integration and Economic Activity in Africa. (2017). Chuku, Chuku ; Akpan, Ekpo. In: Working Paper Series. RePEc:adb:adbwps:2403.

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2017Misallocation and the Distribution of Global Volatility. (2017). Eden, Maya . In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:2:p:592-622.

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2017The Role of Property Rights in the Relationship between Openness to International Capital Flows and Economic Growth in Sub-Saharan Africa Countries: An Estimate from Non-Stationary Panel Data. (2017). Coulibaly, Sionfou Seydou ; Gakpa, Lewis Landry. In: Research Papers. RePEc:aer:rpaper:rp_320.

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2017Linkages between financial development, financial instability, financial liberalisation and economic growth in Africa. (2017). Batuo, Michael ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:17/030.

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2017Financial Development, Growth, and Crisis: Is There a Trade-Off?. (2017). Loayza, Norman ; Ranciere, Romain ; Ouazad, Amine. In: Working Papers. RePEc:apc:wpaper:2017-114.

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2017Volatility Forecasts Using Nonlinear Leverage Effects. (2017). Nakatsuma, Teruo ; McAlinn, Kenichiro ; Ushio, Asahi . In: Papers. RePEc:arx:papers:1605.06482.

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2017Two-Stage Stochastic International Portfolio Optimisation under Regular-Vine-Copula-Based Scenarios. (2017). Chatsanga, Nonthachote ; Parkes, Andrew J. In: Papers. RePEc:arx:papers:1704.01174.

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2017The Bitcoin price formation: Beyond the fundamental sources. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.01284.

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2017Ether: Bitcoins competitor or ally?. (2017). bouoiyour, jamal ; Selmi, Refk. In: Papers. RePEc:arx:papers:1707.07977.

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2018Risk Sensitive Portfolio Optimization with Regime-Switching. (2018). Bo, Lijun ; Yu, Xiang ; Liao, Huafu. In: Papers. RePEc:arx:papers:1712.05676.

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2017Foreign Portfolio Investment and Economy: The Network Perspective. (2017). Hakeem, Muhammad Mohsin ; Suzuki, Ken-Ichi . In: Papers. RePEc:arx:papers:1712.10274.

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2018Implications of Macroeconomic Volatility in the Euro Area. (2018). Zens, Gregor ; Pfarrhofer, Michael ; Stelzer, Anna ; Bock, Maximilian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1801.02925.

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2017The Discount to NAV of distressed German open-ended real estate funds. (2017). Schnejdar, Sebastian ; Sebastian, Steffen ; Woltering, Rene-Ojas ; Heinrich, Michael . In: ERES. RePEc:arz:wpaper:eres2017_160.

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2017Nonlinear Analysis of Economic Growth, Public Debt and Policy Tools. (2017). Cai, Yifei . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:99-108.

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2018Has Financial Liberalisation Promoted Economic Growth in Nigeria? Evidence from Auto-Regressive Distributed Lag (ARDL) Approach. (2018). Akpansung, Aniekan Okon ; Waziri, Shall Erinus. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:172-188.

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2017On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636.

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2017Stock Market Integration and Financial Crises: Evidence from Chinese Sectoral Portfolios. (2017). Li, Hong ; Daly, Vincent. In: Review of Economics & Finance. RePEc:bap:journl:170403.

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2017Cross-Border Bank Flows and Monetary Policy: Implications for Canada. (2017). Zlate, Andrei ; Sapriza, Horacio ; Correa, Ricardo ; Paligorova, Teodora . In: Staff Working Papers. RePEc:bca:bocawp:17-34.

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2017Which Model to Forecast the Target Rate?. (2017). van Oordt, Maarten . In: Staff Working Papers. RePEc:bca:bocawp:17-60.

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2017Expected Currency Returns and Volatility Risk Premia. (2017). ORNELAS, JOSE ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:454.

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2017Empirical Findings on Inflation Expectations in Brazil: a survey. (2017). Gaglianone, Wagner. In: Working Papers Series. RePEc:bcb:wpaper:464.

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2017International financial flows and the risk-taking channel. (2017). Cova, Pietro ; Natoli, Filippo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1152_17.

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2017Volatility Spillovers and Systemic Risk Across Economies: Evidence from a Global Semi-Structural Model. (2017). Gomez-Pineda, Javier G. In: Borradores de Economia. RePEc:bdr:borrec:1011.

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2017Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects. (2017). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Gamba, Santiago ; Gamba-Santamaria, Santiago ; Hurtado-Guarin, Jorge Luis . In: Borradores de Economia. RePEc:bdr:borrec:983.

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2017Propagación de la incertidumbre y reacciones de política. (2017). Claeys, Peter . In: Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:31-45.

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2017Uncertainty spillover and policy reactions. (2017). Claeys, Peter. In: Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:64-77.

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2017CONDITIONAL CO-MOVEMENT AND DYNAMIC INTERACTIONS: US AND BRIC EQUITY MARKETS. (2017). Singh, Amanjot. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:85-112.

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2017Macroeconomic surveillance of portfolio flows and its real effects: Malaysias experience. (2017). Hwa, Tng Boon ; Huey, Teh Tian ; Raghavan, Mala . In: IFC Bulletins chapters. RePEc:bis:bisifc:43-25.

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2017Market volatility, monetary policy and the term premium. (2017). Mohanty, Madhusudan ; Mallick, Sushanta ; Zampolli, Fabrizio . In: BIS Working Papers. RePEc:bis:biswps:606.

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2017Is monetary policy less effective when interest rates are persistently low?. (2017). Hofmann, Boris ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:628.

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2017Risk, return and mean-variance efficiency of Islamic and non-Islamic stocks: evidence from a unique Malaysian data set. (2017). Akhtar, Shumi ; Smith, Tom ; Jahromi, Maria. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:1:p:3-46.

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2017Impact of the global financial crisis on Islamic and conventional stocks and bonds. (2017). Akhtar, Shumi ; Smith, Tom ; Jahromi, Maria. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:623-655.

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2017The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Uwilingiye, Josine ; van Eyden, Renee. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:319-336.

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2017DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS. (2017). Henzel, Steffen R ; Rengel, Malte . In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:843-877.

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2017The open economy trilemma in Latin America: A three-decade analysis. (2017). de Mendonça, Helder ; da Silva, Igor ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: International Finance. RePEc:bla:intfin:v:20:y:2017:i:2:p:135-154.

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2017Forecasting multidimensional tail risk at short and long horizons. (2017). Polanski, Arnold ; Stoja, Evarist . In: Bank of England working papers. RePEc:boe:boeewp:0660.

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2017Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001.

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2017Real effects of bank capital regulations : Global evidence. (2017). HASAN, IFTEKHAR ; Deli, Yota. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_023.

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2017The effectiveness of unconventional monetary policy on risk aversion and uncertainty. (2017). Rompolis, Leonidas. In: Working Papers. RePEc:bog:wpaper:231.

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2017Equity Market Globalization and Portfolio Rebalancing. (2017). Kim, Kyungkeun ; Lee, Dongwon. In: Working Papers. RePEc:bok:wpaper:1717.

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2017Qualitative and quantitative central bank communication and inflation expectations. (2017). Hubert, Paul ; Paul, Hubert . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:41:n:7.

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2017On the estimation of regime-switching Lévy models. (2017). Goutte, Stéphane ; Chevallier, Julien ; Stephane, Goutte ; Julien, Chevallier . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:3-29:n:4.

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2017A model of the euro-area yield curve with discrete policy rates. (2017). Renne, Jean-Paul ; Jean-Paul, Renne . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:99-116:n:1.

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2017Testing for asymmetry in betas of cumulative returns: Impact of the financial crisis and crude oil price. (2017). Piotr, Kokoszka ; Ben, Zheng ; Hong, Miao . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:34:y:2017:i:1-2:p:33-53:n:5.

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2017Networks of Volatility Spillovers among Stock Markets. (2017). Výrost, Tomáš ; Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard ; Vyrost, Tomas ; Lyocsa, Stefan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6476.

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2017Why Does Idiosyncratic Risk Increase with Market Risk?. (2017). Bartram, Sohnke M ; Stulz, Rene M ; Brown, Gregory . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6560.

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2017Foreign Booms, Domestic Busts: The Global Dimension of Banking Crises. (2017). Thwaites, Gregory ; Eguren Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:1708.

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2017Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges. (2017). Ferrara, Laurent ; Tripier, Fabien ; Lhuissier, Stephane . In: CEPII Policy Brief. RePEc:cii:cepipb:2017-20.

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2017Disentangling the relationship between liquidity and returns in Latin America. (2017). Taborda, Rodrigo ; French, Joseph. In: DOCUMENTOS CEDE. RePEc:col:000089:015606.

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2017Uncertainty spillover and policy reactions. (2017). Claeys, Peter. In: ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:015470.

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2017The World We Live In: Local or Global?. (2017). Koedijk, Kees ; van Toor, Joris ; Horst, Jenke Ter ; Mahieu, Ronald J. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11831.

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2017Democracy and Credit �Democracy Doesn`t Come Cheap� But At Least Credit to Its Corporations Will Be. (2017). Ongena, Steven ; HASAN, IFTEKHAR ; Delis, Manthos. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11840.

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2017Monetary policys rising FX impact in the era of ultra-low rates. (2017). Schrimpf, Andreas ; Ferrari, Massimo ; Kearns, Jonathan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11918.

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2017Deflating Inflation Expectations: The Implications of Inflations Simple Dynamics. (2017). Cecchetti, Stephen ; Schoenholtz, Kermit ; Kashyap, Anil K ; Hooper, Peter ; Feroli, Michael . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11925.

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2017Cross-border Acquisitions and Restructuring: Multinational Enterprises and Private Equity-Firms. (2017). Persson, Lars. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11953.

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2017Choices in Equity Finance A Global Perspective. (2017). Vermaelen, Theo ; Mataigne, Virginie ; Massa, Massimo ; Groen-Xu, Moqi . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11987.

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2017Inefficient Globalization of Finance: Evidence from Marketing-Oriented Overseas Expansions of Low-Skilled Mutual Fund Families. (2017). Cheng, SI ; Zhang, Hong ; Massa, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11990.

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2017Cross-Border Mergers and Acquisitions: Evidence from the Indochina Region. (2017). Wolff, Christian ; Foojinphan, Pimnipa ; Ekkayokkaya, Manapol . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12078.

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2017Uncertainty and the Great Recession. (2017). Breuer, Sebastian ; Born, Benjamin ; Elstner, Steffen . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12083.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2017Reading between the Lines: Using Media to Improve German Inflation Forecasts. (2017). Kholodilin, Konstantin ; Ulbricht, Dirk ; Beckers, Benjamin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1665.

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2017US Monetary Policy and the Euro Area. (2017). Hanisch, Max. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1701.

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2017Modeling the business and financial cycle in a multivariate structural time series model. (2017). de Winter, Jasper ; Chouhan, Anjali ; Hindrayanto, Irma ; Koopman, Siem Jan. In: DNB Working Papers. RePEc:dnb:dnbwpp:573.

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2017What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach. (2017). Tse, Chung-Yi ; Leung, Charles ; Huang, Daisy J ; Ka, Charles . In: ISER Discussion Paper. RePEc:dpr:wpaper:0990.

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2017Do integrated economies grow faster? Evidence from domestic equity holdings. (2017). Lee, Chin ; W. N. W. Azman-Saini, ; W. N. W. Azman-Saini, ; Law, Siong Hook. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00557.

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2017Testing for asymmetries in the predictive model for oil price-inflation nexus. (2017). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00609.

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2017A note on how to enhance liquidity in emerging markets by levering on trading participants. (2017). Alderighi, Stefano . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00648.

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2017Low inflation in the euro area: Causes and consequences. (2017). Osbat, Chiara ; Alvarez, Luis ; Ciccarelli, Matteo . In: Occasional Paper Series. RePEc:ecb:ecbops:2017181.

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2017Pricing of bonds and equity when the zero lower bound is relevant. (2017). Kick, Heinrich . In: Working Paper Series. RePEc:ecb:ecbwps:20171992.

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2017Modeling euro area bond yields using a time-varying factor model. (2017). Adam, Toma ; lo Duca, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20172012.

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2017Volatility spillovers of Federal Reserve and ECB balance sheet expansions to emerging market economies. (2017). Beirne, John ; Apostolou, Apostolos. In: Working Paper Series. RePEc:ecb:ecbwps:20172044.

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2017Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina . In: Working Paper Series. RePEc:ecb:ecbwps:20172082.

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2017Structural reform waves and economic growth. (2017). Terzi, Alessio ; Marrazzo, Pasquale Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20172111.

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2017Evidence on finance and economic growth. (2017). Popov, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20172115.

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2017The Impact of Stock Market Performance on Foreign Portfolio Investment in China. (2017). Haider, Muhammad Afaq ; Hashmi, Shujahat Haider ; Saddique, Shamila ; Khan, Muhammad Asif . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-60.

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2017Bankruptcy of Lehman Brothers: Determinants of Cross-country Impacts on Stock Market Volatility. (2017). Kim, Daehwan ; Song, Chi-Young . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-28.

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2017The Long Memory Behavior of the EUR/USD Forward Premium. (2017). Hamzaoui, Nessrine ; Regaieg, Boutheina . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-57.

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2017Financial Markets Integration: Appraising the Developed and Emerging Markets Nexus. (2017). Onakoya, Adegbemi Babatunde ; Seyingbo, Adedotun Victor . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-82.

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2017Are International Portfolio Diversification Opportunities Decreasing? Evidence from Principal Component Analysis. (2017). Todorov, Galin K. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-85.

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2017The Effect of Ownership Composition on Stock’s Liquidity: Evidence from Weak Corporate Governance Setting. (2017). Iskandrani, Majd ; Al-Amarneh, Asmaa . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-88.

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2017Association of South-East Asian Nations-US Stock Market Associations in and Around US 2007-09 Financial Crisis: An Autoregressive Distributed Lag Application for Policy Implications. (2017). Dasgupta, Ranjan . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-89.

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2017Energy Consumption, Finance and Growth: The Role of Urbanization and Industrialization in South Africa. (2017). Güngör, Hasan ; Gungor, Hasan ; Simon, Angela Uzoamaka . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-03-32.

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2017Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2016-11.

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2017Emission trading and carbon market performance in Shenzhen, China. (2017). Cong, Ren ; Lo, Alex Y. In: Applied Energy. RePEc:eee:appene:v:193:y:2017:i:c:p:414-425.

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2017The regulated coal sector and CO2 emissions in Indian growth process: Empirical evidence over half a century and policy suggestions. (2017). Bhattacharya, Sankar ; Lean, Hooi Hooi ; Rafiq, Shuddhasattwa . In: Applied Energy. RePEc:eee:appene:v:204:y:2017:i:c:p:667-678.

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2017How will financial liberalization change the Chinese economy? Lessons from middle-income countries. (2017). Huang, Yiping ; Ji, Yang . In: Journal of Asian Economics. RePEc:eee:asieco:v:50:y:2017:i:c:p:27-45.

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2017Stock liquidity and dividend payouts. (2017). Jiang, Fuxiu ; Shi, Beibei ; Ma, Yunbiao . In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:295-314.

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2017Borrowing beyond borders: Foreign assets, lender choice, and loan pricing in the syndicated bank loan market. (2017). Houston, Joel F ; Naranjo, Andy ; Itzkowitz, Jennifer . In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:315-334.

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2017Product market competition, idiosyncratic and systematic volatility. (2017). Abdoh, Hussein ; Varela, Oscar . In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:500-513.

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2017The uncertainty multiplier and business cycles. (2017). Saijo, Hikaru . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:1-25.

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2017A day late and a dollar short: The effect of policy uncertainty on fed forecast errors. (2017). Jones, Adam T ; Ogden, Richard E. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:54:y:2017:i:c:p:112-122.

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2017Liberalization, bankers’ motivation and productivity: A simple model with an application. (2017). Bajracharya, Pushkar ; Luintel, Kul B ; Selim, Sheikh . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:102-112.

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2017Forecasting the realized range-based volatility using dynamic model averaging approach. (2017). , ; Wei, YU ; Liu, Jing ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:12-26.

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2017Volatility spillovers and determinants of contagion: Exchange rate and equity markets during crises. (2017). Leung, Henry ; Schroeder, Florian ; Schiereck, Dirk . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:169-180.

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2017Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect. (2017). Ahmed, Abdullahi D ; Huo, Rui . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:260-272.

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2017Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets. (2017). Kilic, Erdem. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:51-67.

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2017Flattening of the New Keynesian Phillips curve: Evidence for an emerging, small open economy. (2017). Szafranek, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:334-348.

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2017Taxing financial transactions in fundamentally heterogeneous markets. (2017). Molinari, Massimo ; Gaffeo, Edoardo. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:322-333.

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2017Can asymmetric conditional volatility imply asymmetric tail dependence?. (2017). Kim, Jong-Min ; Jung, Hojin. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:409-418.

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More than 100 citations found, this list is not complete...

Geert Bekaert is editor of


Journal
Journal of Empirical Finance

Geert Bekaert has edited the books:


YearTitleTypeCited

Works by Geert Bekaert:


YearTitleTypeCited
2016Globalization and Asset Returns In: Annual Review of Financial Economics.
[Full Text][Citation analysis]
article4
1995The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets. In: Journal of Business & Economic Statistics.
[Citation analysis]
article28
2002Regime Switches in Interest Rates. In: Journal of Business & Economic Statistics.
[Citation analysis]
article387
1998Regime Switches in Interest Rates.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 387
paper
2010Inflation risk and the inflation risk premium In: Economic Policy.
[Full Text][Citation analysis]
article46
1992 Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets. In: Journal of Finance.
[Full Text][Citation analysis]
article232
1991Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 232
paper
1995 Time-Varying World Market Integration. In: Journal of Finance.
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article645
1994Time-Varying World Market Integration.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 645
paper
1996 Diversification, Integration and Emerging Market Closed-End Funds. In: Journal of Finance.
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article114
1995Diversification, Integration and Emerging Market Closed-End Funds.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 114
paper
2000Foreign Speculators and Emerging Equity Markets In: Journal of Finance.
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article692
1997Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers.
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This paper has another version. Agregated cites: 692
paper
1997Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 692
paper
2001Expectations Hypotheses Tests In: Journal of Finance.
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article140
2000Expectations Hypotheses Tests.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 140
paper
2007Global Growth Opportunities and Market Integration In: Journal of Finance.
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article106
2004Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 106
paper
2008The Term Structure of Real Rates and Expected Inflation In: Journal of Finance.
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article188
2004The Term Structure of Real Rates and Expected Inflation.(2004) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 188
paper
2004The term structure of real rates and expected inflation.(2004) In: Proceedings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 188
article
2007The Term Structure of Real Rates and Expected Inflation.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 188
paper
2009International Stock Return Comovements In: Journal of Finance.
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article169
2006International Stock Return Comovements.(2006) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 169
paper
2008International stock return comovements.(2008) In: Working Paper Series.
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This paper has another version. Agregated cites: 169
paper
2005International Stock Return Comovements.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 169
paper
2005International Stock Return Comovements.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 169
paper
2014The Global Crisis and Equity Market Contagion In: Journal of Finance.
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article60
2014The Global Crisis and Equity Market Contagion.(2014) In: Discussion Papers of DIW Berlin.
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This paper has another version. Agregated cites: 60
paper
2003Equity Market Liberalization in Emerging Markets In: Journal of Financial Research.
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article81
2003Equity market liberalization in emerging markets.(2003) In: Review.
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This paper has another version. Agregated cites: 81
article
2001Conditioning Information and Variance on Pricing Kernals In: University of California at Los Angeles, Anderson Graduate School of Management.
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paper0
2017Economic and Financial Integration in Europe In: ifo DICE Report.
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article0
2004Stock and Bond Returns with Moody Investors In: CEPR Discussion Papers.
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paper52
2006Stock and Bond Returns with Moody Investors.(2006) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 52
paper
2010Stock and bond returns with Moody Investors.(2010) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 52
article
2006Stock and Bond Returns with Moody Investors.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 52
paper
2006Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers.
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paper226
2005Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 226
paper
2007Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 226
article
2006Risk, Uncertainty and Asset Prices In: CEPR Discussion Papers.
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paper76
2009Risk, uncertainty, and asset prices.(2009) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76
article
2005Risk, uncertainty, and asset prices.(2005) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76
paper
2006Risk, Uncertainty and Asset Prices.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76
paper
2006New-Keynesian Macroeconomics and the Term Structure In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper156
2010New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 156
article
2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 156
paper
2004New-Keynesian Macroeconomics and the Term Structure.(2004) In: 2004 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 156
paper
2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 156
paper
2010What Segments Equity Markets? In: CEPR Discussion Papers.
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paper38
2010What Segments Equity Markets?.(2010) In: NBP Working Papers.
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This paper has another version. Agregated cites: 38
paper
2009What Segments Equity Markets?.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 38
paper
What Segments Equity Markets?.() In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
article
2010Aggregate Idiosyncratic Volatility In: CEPR Discussion Papers.
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paper37
2012Aggregate Idiosyncratic Volatility.(2012) In: Journal of Financial and Quantitative Analysis.
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This paper has another version. Agregated cites: 37
article
2010Aggregate Idiosyncratic Volatility.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2010Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper25
2009Asset Return Dynamics under Bad Environment Good Environment Fundamentals.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
paper
2010Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers.
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paper274
2010Risk, uncertainty and monetary policy.(2010) In: Research Bulletin.
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This paper has another version. Agregated cites: 274
article
2013Risk, uncertainty and monetary policy.(2013) In: Working Paper Series.
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This paper has another version. Agregated cites: 274
paper
2013Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 274
article
2012Risk, uncertainty and monetary policy.(2012) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 274
paper
2010Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 274
paper
2011Global crises and equity market contagion In: CEPR Discussion Papers.
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paper110
2011Global crises and equity market contagion.(2011) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 110
paper
2011Global Crises and Equity Market Contagion.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 110
paper
2014Who Is Internationally Diversified? Evidence from 296 401(k) Plans In: Working Papers, Center for Retirement Research at Boston College.
[Full Text][Citation analysis]
paper2
1991Caloric Consumption in Industrializing Belgium In: The Journal of Economic History.
[Full Text][Citation analysis]
article3
2009What do asset prices have to say about risk appetite and uncertainty? In: Working Paper Series.
[Full Text][Citation analysis]
paper7
2016What do asset prices have to say about risk appetite and uncertainty?.(2016) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2014The VIX, the variance premium and stock market volatility In: Working Paper Series.
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paper73
2014The VIX, the variance premium and stock market volatility.(2014) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73
article
2013The VIX, the Variance Premium and Stock Market Volatility.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73
paper
2016Political risk and international valuation In: Journal of Corporate Finance.
[Full Text][Citation analysis]
article3
2001Emerging equity markets and economic development In: Journal of Development Economics.
[Full Text][Citation analysis]
article175
2000Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 175
paper
2002Short rate nonlinearities and regime switches In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article71
2015Bad environments, good environments: A non-Gaussian asymmetric volatility model In: Journal of Econometrics.
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article6
2002Research in emerging markets finance: looking to the future In: Emerging Markets Review.
[Full Text][Citation analysis]
article111
2003Emerging markets finance In: Journal of Empirical Finance.
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article218
2001Editors foreword to the special issue: On the predictability of asset returns In: Journal of Empirical Finance.
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article2
1994Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model In: Journal of International Economics.
[Full Text][Citation analysis]
article33
1998Target zones and exchange rates:: An empirical investigation In: Journal of International Economics.
[Full Text][Citation analysis]
article68
1996Target Zones and Exchange Rates: An Empirical Investigation.(1996) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68
paper
2013The European Union, the Euro, and equity market integration In: Journal of Financial Economics.
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article38
2010The European Union, the Euro, and Equity Market Integration.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
paper
2011The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 38
paper
2017Who is internationally diversified? Evidence from the 401(k) plans of 296 firms In: Journal of Financial Economics.
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article0
1997Emerging equity market volatility In: Journal of Financial Economics.
[Full Text][Citation analysis]
article545
1995Emerging Equity Market Volatility.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 545
paper
1997On biases in tests of the expectations hypothesis of the term structure of interest rates In: Journal of Financial Economics.
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article165
1996On biases in tests of the expectations hypothesis of the term structure of interest rates.(1996) In: Working Paper Series, Issues in Financial Regulation.
[Citation analysis]
This paper has another version. Agregated cites: 165
paper
1996On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates.(1996) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 165
paper
2002Dating the integration of world equity markets In: Journal of Financial Economics.
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article194
1998Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 194
paper
2005Why stocks may disappoint In: Journal of Financial Economics.
[Full Text][Citation analysis]
article73
2000Why Stocks May Disappoint.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73
paper
2005Does financial liberalization spur growth? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article676
2004Does Financial Liberalization Spur Growth?.(2004) In: Working Paper Research.
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This paper has another version. Agregated cites: 676
paper
2001Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 676
paper
1993On biases in the measurement of foreign exchange risk premiums In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article117
1991On Biases in the Measurement of Foreign Exchange Risk Premiums.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 117
paper
2002The dynamics of emerging market equity flows In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article143
1999The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 143
paper
2006Growth volatility and financial liberalization In: Journal of International Money and Finance.
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article197
2004Growth Volatility and Financial Liberalization.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 197
paper
2007Uncovered interest rate parity and the term structure In: Journal of International Money and Finance.
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article81
2002Uncovered Interest Rate Parity and the Term Structure.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 81
paper
1997The implications of first-order risk aversion for asset market risk premiums In: Journal of Monetary Economics.
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article76
1994The implications of first-order risk aversion for asset market risk premiums.(1994) In: Working Paper Series, Macroeconomic Issues.
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This paper has another version. Agregated cites: 76
paper
1994The Implications of First-Order Risk Aversion for Asset Market Risk Premiums.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76
paper
2001Peso problem explanations for term structure anomalies In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article127
1997Peso problem explanations for term structure anomalies.(1997) In: Working Paper Series, Issues in Financial Regulation.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 127
paper
1997Peso Problem Explanations for Term Structure Anomalies.(1997) In: NBER Working Papers.
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This paper has another version. Agregated cites: 127
paper
2007Do macro variables, asset markets, or surveys forecast inflation better? In: Journal of Monetary Economics.
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article315
2006Do macro variables, asset markets, or surveys forecast inflation better?.(2006) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 315
paper
2005Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 315
paper
2010Inflation and the stock market: Understanding the Fed Model In: Journal of Monetary Economics.
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article34
2009Inflation and the stock market: Understanding the “Fed Model”.(2009) In: Proceedings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
article
2009Inflation and the Stock Market:Understanding the Fed Model.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2015Macroeconomic regimes In: Journal of Monetary Economics.
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article20
2011Macroeconomic Regimes.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 20
paper
2011Macroeconomic Regimes.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 20
paper
2013Macroeconomic Regimes.(2013) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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This paper has another version. Agregated cites: 20
paper
2015Macroeconomic regimes.(2015) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 20
paper
2012Macroeconomic Regimes.(2012) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 20
paper
2011Financial Openness and Productivity In: World Development.
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article57
2009Financial Openness and Productivity.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57
paper
2014Flights to Safety In: Finance and Economics Discussion Series.
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paper24
2012Flights to Safety.(2012) In: Working Paper Research.
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This paper has another version. Agregated cites: 24
paper
2013Flights to Safety.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 24
paper
2015Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals In: Finance and Economics Discussion Series.
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paper1
2017Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals.(2017) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 1
article
2007The determinants of stock and bond return comovements In: Working Paper Research.
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paper50
2009The Determinants of Stock and Bond Return Comovements.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 50
paper
2000Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters.
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chapter70
1998Capital Flows and the Behavior of Emerging Market Equity Returns.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 70
paper
2003How do Regimes Affect Asset Allocation? In: NBER Working Papers.
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paper15
2012On the Link Between the Volatility and Skewness of Growth In: NBER Working Papers.
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paper1
2014Political Risk Spreads In: NBER Working Papers.
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paper21
2014Political risk spreads.(2014) In: Journal of International Business Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
article
2015Who is Internationally Diversified? Evidence from 296 401(k) In: NBER Working Papers.
[Full Text][Citation analysis]
paper6
2016Macro Risks and the Term Structure of Interest Rates In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
2017On the Global Financial Market Integration “Swoosh” and the Trilemma In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
1994The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective In: NBER Working Papers.
[Full Text][Citation analysis]
paper77
1996The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective..(1996) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 77
article
1997Asymmetric Volatility and Risk in Equity Markets In: NBER Working Papers.
[Full Text][Citation analysis]
paper412
2000Asymmetric Volatility and Risk in Equity Markets..(2000) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 412
article
1999Conditioning Information and Variance Bounds on Pricing Kernels In: NBER Working Papers.
[Full Text][Citation analysis]
paper32
2004Conditioning Information and Variance Bounds on Pricing Kernels.(2004) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
article
1999International Asset Allocation with Time-Varying Correlations In: NBER Working Papers.
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paper51
1999Stock and Bond Pricing in an Affine Economy In: NBER Working Papers.
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paper19
2001Stock Return Predictability: Is it There? In: NBER Working Papers.
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paper166
2003Market Integration and Contagion In: NBER Working Papers.
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paper363
2005Market Integration and Contagion.(2005) In: The Journal of Business.
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2002International Asset Allocation With Regime Shifts In: Review of Financial Studies.
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article481
1995Market Integration and Investment Barriers in Emerging Equity Markets. In: World Bank Economic Review.
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article170
1995The contribution of speculators to effective financial markets. In: Textos para discussão.
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paper0
1995The role of capital markets in economic growth In: Textos para discussão.
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paper0

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